+18.7%
AEM vs KEY
+29.6%
-10.9%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | +1.5% | +8.2% | +9.1% |
| 7D | +0.2% | +1.7% | -1.5% | -0.3% |
| 30D | +0.1% | +6.8% | -6.7% | -2.0% |
| 3M | +22.1% | -5.8% | +27.9% | +24.0% |
| 6M | +2.4% | +1.4% | +1.0% | +1.0% |
| YTD | +8.9% | +7.5% | +1.4% | +3.7% |
| 1Y | +18.7% | +29.6% | -10.9% | +7.9% |
| All | +18.7% | +29.6% | -10.9% | +7.9% |
Cumulative growth
Daily Returns
Daily percentage return beside KEY.
Daily Out/Under-Performance
Portfolio return minus KEY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded KEY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling